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The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition
16 references·1 citing·40 second hop
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition (2007)The Monetary Transmission Mechanism: Evid…American Economic Review (2019)American Economic ReviewPredicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (1996)Useful Modifications to some …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Saving, Growth, and Liquidity Constraints (1994)Saving, Growth, and Liquidity…The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence (1993)The Role of Credit Market Imp…Monetary Policy and Bank Lending (1993)Monetary Policy and Bank Lend…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Macroeconomics and Reality (1980)Macroeconomics and RealityThe Effects of Bank Reforms on the Monetary Transmission Mechanism in Emerging Market Economies: Evidence from Egypt (2010)The Effects of Bank Reforms o…Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Business conditions and expected returns on stocks and bonds (1989)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Forecasting Using Principal Components From a Large Number of Predictors (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)Cointegration and Tests of Present Value Models (1987)Understanding Risk and Return (1993)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Credit Spreads and Business Cycle Fluctuations (2012)Testing for a Unit Root in Time Series Regression (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Agency Costs, Net Worth, And Business Fluctuations (1988)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Enterpreneurship as a Field of Research (2000)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,695 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2019American Economic Review10,902 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,252 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1994Saving, Growth, and Liquidity Constraints807 cited
  • 1993The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence736 cited
  • 1992Money, Income, Prices and Interest Rates660 cited
  • 1993Monetary Policy and Bank Lending647 cited

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  • 1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties590 cited
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    • 2010The Effects of Bank Reforms on the Monetary Transmission Mechanism in Emerging Market Economies: Evidence from Egypt8 cited